Evaluation of shannon information measure in extrapolation problem by the transmission of stochastic signals in continuous-discrete memory chanels | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

Evaluation of shannon information measure in extrapolation problem by the transmission of stochastic signals in continuous-discrete memory chanels

This paper considers the problem of Shannon information measure evaluation about future values of stochastic processes after the continuous-discrete time realizations of processes with memory relatively non observable process.

Download file
Counter downloads: 273

Keywords

Authors

NameOrganizationE-mail
Demin Nikolay S.Tomsk State Universitysev@vmm.tsu.ru
Safronova Irina E.Tomsk State University
Всего: 2

References

Гихман И.И., Скороход А.В. Введение в теорию случайных процессов. М.:Наука, 1977.
Липцер Р.Ш., Ширяев А.Н. Статистика случайных процессов. М.: Наука, 1974.
Демин Н.С. Теория фильтрации. Томск: Изд-во Том. ун-та, 198S.
Демин Н.С., Сушко Т.В., Яковлева А.В. Обобщенная обратная экстраполяция стохастических процессов по совокупности непрерывных и дискретных наблюдений с памятью // Изв. РАН. Теория и системы управления. 1997. № 4. С. 48-59.
 Evaluation of shannon information measure in extrapolation problem by the transmission of stochastic signals in continuous-discrete memory chanels | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

Evaluation of shannon information measure in extrapolation problem by the transmission of stochastic signals in continuous-discrete memory chanels | Vestnik Tomskogo gosudarstvennogo universiteta – Tomsk State University Journal. 2000. № 271.

Download file